Rescaled interacting diffusions converge to super Brownian motion

Authors
Cox, J. Theodore Klenke, Achim
Citation
Cox, J. Theodore et Klenke, Achim, Rescaled interacting diffusions converge to super Brownian motion, Annals of applied probability , 13(2), 2003, pp. 501-514
Journal title
Annals of applied probability → ACNP
ISSN journal
10505164
Volume
13
Issue
2
Year of publication
2003
Pages
501 - 514
Database
ACNP
SICI code
Abstract
Super Brownian motion is known to occur as the limit of properly rescaled interacting particle systems such as branching random walk, the contact process and the voter model. In this paper we show that certain linearly interacting diffusions converge to super Brownian motion if suitably rescaled in time and space. The results comprise nearest neighbor interaction as well as long range interaction.